Interactive CDs Thinkwell Instruction on a CD; tests online. Has "live" lectures.
Math Deluxe (available at CompUSA). A Mathematica-type environment with instructional worksheets.
MathPert Assistant. Student is given problems, student chooses what to do at each step (subtract from both sides, factor, ... ).
Calculus WIZ. A Mathematica based Calculus tutorial and problem solver.